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EGLN.L vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGLN.L vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGLN.L is traded in EUR, while IBIT is traded in USD. To make them comparable, the IBIT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGLN.L achieves a -0.76% return, which is significantly higher than IBIT's -26.29% return.


EGLN.L

1D
2.84%
1M
-9.14%
YTD
-0.76%
6M
-0.18%
1Y
24.31%
3Y*
26.28%
5Y*
18.47%
10Y*
10.77%

IBIT

1D
0.05%
1M
-19.11%
YTD
-26.29%
6M
-28.57%
1Y
-40.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGLN.L vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
EGLN.L
iShares Physical Gold ETC
-0.76%46.01%35.59%
IBIT
iShares Bitcoin Trust ETF
-26.29%-17.52%101.23%

Correlation

The correlation between EGLN.L and IBIT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.05

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Return for Risk

EGLN.L vs. IBIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGLN.L
EGLN.L Risk / Return Rank: 3030
Overall Rank
EGLN.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 3535
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 2828
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGLN.L vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) and iShares Bitcoin Trust ETF (IBIT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EGLN.LIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.95

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.21

0.85

+0.36

Calmar ratioReturn relative to maximum drawdown

1.10

-0.79

+1.90

Martin ratioReturn relative to average drawdown

3.36

-1.38

+4.73

EGLN.L vs. IBIT - Sharpe Ratio Comparison

The current EGLN.L Sharpe Ratio is 1.02, which is higher than the IBIT Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of EGLN.L and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EGLN.L vs. IBIT - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, smaller than the maximum IBIT drawdown of -51.31%. Use the drawdown chart below to compare losses from any high point for EGLN.L and IBIT.


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Drawdown Indicators


EGLN.LIBITDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-51.31%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

-51.31%

+29.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

Current Drawdown

Current decline from peak

-19.73%

-48.81%

+29.08%

Average Drawdown

Average peak-to-trough decline

-22.54%

-16.94%

-5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

29.48%

-22.31%

Volatility

EGLN.L vs. IBIT - Volatility Comparison

The current volatility for iShares Physical Gold ETC (EGLN.L) is 6.72%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.65%. This indicates that EGLN.L experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGLN.LIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

11.65%

-4.93%

Volatility (6M)

Calculated over the trailing 6-month period

20.79%

34.15%

-13.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.72%

43.62%

-19.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

50.20%

-32.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

50.20%

-34.20%

EGLN.L vs. IBIT - Expense Ratio Comparison

Both EGLN.L and IBIT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EGLN.L vs. IBIT - Dividend Comparison

Neither EGLN.L nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EGLN.L and IBIT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EGLN.L and IBIT have the same expense ratio: 0.25% per year.

EGLN.L is categorized as Gold, while IBIT is Cryptocurrency. EGLN.L tracks LBMA Gold Price, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant.

Portfolio Optimizer

Find the right allocation for EGLN.L and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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